optimization of probability, logProbability, and cumulativeProbability methods in GeometricDistribution by precalculation of log(1-p) and log(p)
Project: http://git-wip-us.apache.org/repos/asf/commons-math/repo Commit: http://git-wip-us.apache.org/repos/asf/commons-math/commit/079a07fe Tree: http://git-wip-us.apache.org/repos/asf/commons-math/tree/079a07fe Diff: http://git-wip-us.apache.org/repos/asf/commons-math/diff/079a07fe Branch: refs/heads/master Commit: 079a07fe18f654632b80b274f247775582261e5a Parents: 73351b6 Author: Otmar Ertl <[email protected]> Authored: Sun Sep 20 20:20:16 2015 +0200 Committer: Otmar Ertl <[email protected]> Committed: Sun Sep 20 20:20:16 2015 +0200 ---------------------------------------------------------------------- .../math4/distribution/GeometricDistribution.java | 12 +++++++++--- 1 file changed, 9 insertions(+), 3 deletions(-) ---------------------------------------------------------------------- http://git-wip-us.apache.org/repos/asf/commons-math/blob/079a07fe/src/main/java/org/apache/commons/math4/distribution/GeometricDistribution.java ---------------------------------------------------------------------- diff --git a/src/main/java/org/apache/commons/math4/distribution/GeometricDistribution.java b/src/main/java/org/apache/commons/math4/distribution/GeometricDistribution.java index 1eeb516..2723fd0 100644 --- a/src/main/java/org/apache/commons/math4/distribution/GeometricDistribution.java +++ b/src/main/java/org/apache/commons/math4/distribution/GeometricDistribution.java @@ -35,6 +35,10 @@ public class GeometricDistribution extends AbstractIntegerDistribution { private static final long serialVersionUID = 20130507L; /** The probability of success. */ private final double probabilityOfSuccess; + /** {@code log(p)} where p is the probability of success. */ + private final double logProbabilityOfSuccess; + /** {@code log(1 - p)} where p is the probability of success. */ + private final double log1mProbabilityOfSuccess; /** * Create a geometric distribution with the given probability of success. @@ -68,6 +72,8 @@ public class GeometricDistribution extends AbstractIntegerDistribution { } probabilityOfSuccess = p; + logProbabilityOfSuccess = FastMath.log(p); + log1mProbabilityOfSuccess = FastMath.log1p(-p); } /** @@ -85,7 +91,7 @@ public class GeometricDistribution extends AbstractIntegerDistribution { if (x < 0) { return 0.0; } else { - return FastMath.pow(1 - probabilityOfSuccess, x) * probabilityOfSuccess; + return FastMath.exp(log1mProbabilityOfSuccess * x) * probabilityOfSuccess; } } @@ -95,7 +101,7 @@ public class GeometricDistribution extends AbstractIntegerDistribution { if (x < 0) { return Double.NEGATIVE_INFINITY; } else { - return x * FastMath.log1p(-probabilityOfSuccess) + FastMath.log(probabilityOfSuccess); + return x * log1mProbabilityOfSuccess + logProbabilityOfSuccess; } } @@ -105,7 +111,7 @@ public class GeometricDistribution extends AbstractIntegerDistribution { if (x < 0) { return 0.0; } else { - return 1.0 - FastMath.pow(1 - probabilityOfSuccess, x + 1); + return -FastMath.expm1(log1mProbabilityOfSuccess * (x + 1)); } }
